4 citations · 14 across the 7 of their papers we have counts for
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econ.TH2020★ 4 cited
Decision Making under Uncertainty: A Game of Two Selves
Jianming Xia
In this paper we characterize the niveloidal preferences that satisfy the Weak Order, Monotonicity, Archimedean, and Weak C-Independence Axioms from the point of view of an intra-p…
q-fin.MF2020★ 3 cited
Monetary Risk Measures
Guangyan Jia, Jianming Xia, Rongjie Zhao
In this paper, we study general monetary risk measures (without any convexity or weak convexity). A monetary (respectively, positively homogeneous) risk measure can be characterize…
math.PR2020★ 1 cited
Minimal Quantile Functions Subject to Stochastic Dominance Constraints
Xiangyu Wang, Jianming Xia, Zuo Quan Xu +1
We consider a problem of finding an SSD (second-order stochastic dominance)-minimal quantile function subject to the mixture of FSD (first-order stochastic dominance) and SSD const…